volume break down

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Updated July 21, 2012

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volume break down

July 21st, 2012, 05:49 PM	#1 (permalink)
supermht Naperville IL Elite Member Experience: Intermediate Platform: ninjatrader Broker: NT broker Trading: NQ ES 6E GC CL Posts: 963 since Feb 2010 Thanks Given: 1,189 Thanks Received: 662	where can I find a break down volume,? such as how many selling and how many buying within total volume?

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July 21st, 2012, 05:50 PM	#3 (permalink)
trendisyourfriend Quebec Canada Legendary Market Wizard Experience: Intermediate Platform: NinjaTrader Broker: AMP/CQG Trading: ES, NQ, YM Frequency: Daily Duration: Minutes Posts: 4,580 since Oct 2009 Thanks Given: 4,266 Thanks Received: 6,199	Here it is: Investor/RT - Volume Breakdown

July 21st, 2012, 05:52 PM

#4 (permalink)

Big Mike

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supermht

where can I find a break down volume,? such as how many selling and how many buying within total volume?

For what platform?

Mike

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July 21st, 2012, 05:53 PM	#5 (permalink)
supermht Naperville IL Elite Member Experience: Intermediate Platform: ninjatrader Broker: NT broker Trading: NQ ES 6E GC CL Posts: 963 since Feb 2010 Thanks Given: 1,189 Thanks Received: 662	NT7, since I want to know when the buyers / sellers coming in

July 21st, 2012, 06:00 PM	#6 (permalink)
trendisyourfriend Quebec Canada Legendary Market Wizard Experience: Intermediate Platform: NinjaTrader Broker: AMP/CQG Trading: ES, NQ, YM Frequency: Daily Duration: Minutes Posts: 4,580 since Oct 2009 Thanks Given: 4,266 Thanks Received: 6,199	Ask at Private Banker as i think he is using one along with volume ladder.

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July 21st, 2012, 06:03 PM

#7 (permalink)

Big Mike

Manta, Ecuador

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GomRecorder base:

GomRecorder 2
Hi guys,

Here's the new major release of GomPackage, released this time in Elite because it was a lot of hard work.
THIS VERSION IS FOR NT 7 ONLY

Indicators developed with GomRecorder 1.3 still work on 2.0

Majors changes with 1.3b are the …

Includes GomCD (Cumulative Delta).

Volume Ladder:

Volume Ladder for NT (Gomi)
Here's an indicator based on GomRecorder framework (see NT forums).

Please download it first , latest version here :

It's a volume ladder that includes cumulative delta stuff, I'll document it below.

It works with 6.5 and 7Beta5

Doc is …

There are also vendor alternatives.

Mike

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July 21st, 2012, 06:05 PM

#8 (permalink)

Fat Tails

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For the continuous double auction usually bid and ask traded volume is used as a proxy for buying an selling.

Bid and asked traded volume

There are two excellent packages that you can use to analyze buying and selling

(a) GOM Recorder and GomDeltaPackage

GomRecorder 2
Hi guys,

Here's the new major release of GomPackage, released this time in Elite because it was a lot of hard work.
THIS VERSION IS FOR NT 7 ONLY

Indicators developed with GomRecorder 1.3 still work on 2.0

Majors changes with 1.3b are the …

(b) XavPackV3

https://nexusfi.com/download/vip_elite_circle/1205-download.html

The XavPackV3 will only run with real-time data, the GOM Recorder allows you to record and save real-time data to build a separate data base.

Uptick and downtick volume

Another possibility of approximating buying and selling, would be to divide the volume into uptick and downtick volume. This should lead to similar results as the analysis of bid and ask traded volume with the above tools. The advantage would be that this indicator could be used with historical tick data.

@Big Mike was faster to respond, but I am not willing to modify my post ....

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Big Mike, CFuture, supermht, trendisyourfriend

July 21st, 2012, 06:08 PM

#9 (permalink)

Big Mike

Manta, Ecuador

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Thx, I didn't mention XavPack because I've not looked at it and don't know what it does

Mike

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July 21st, 2012, 06:08 PM	#10 (permalink)
supermht Naperville IL Elite Member Experience: Intermediate Platform: ninjatrader Broker: NT broker Trading: NQ ES 6E GC CL Posts: 963 since Feb 2010 Thanks Given: 1,189 Thanks Received: 662	thank you so much for kind help. I will start to dig Gomi's indicators.

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